10 contracts (1,000 sh) | BE SS: $233.00 | CC-SS: $147.99 (banked floor $147.41) | IV: HIGH | Accounts: Joint:1782
| Max Loss | $53,000 | (ND $53.00 + SW $0) x 1000 |
| Normal income ref | $14,169/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks) |
| Unrealized P&L | $-30,750 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 10 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.
| Track | Expiry | Sell | Survival | Income/mo | E[net]/mo |
|---|---|---|---|---|---|
| NEXT FRIDAY 🏆 | 24 Jul 2026 · 6d | 9 × $101 | 77% | $7,380 | $2,015 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | 🛡 safe yield | 10 × $108 | 24 Jul | 6d | 14.7% | 91% | 19% | +14pp | $620 | $3,100 | -$4,280 | $39,366 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $108 14.7% OTM over spot $94.16 24 Jul 2026 (6d, $0.68 mid) = $620 credit for the 6d cycle → $3,100/mo projected Survival (stays ≤ $108) 91% Breach risk 9% POP (stays ≤ $108.67) 92% EV / mo +$1,796 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +14pp 47% whole by 9mo vs 33% doing nothing FIRE DRILLS ~1.5/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $2,007/mo median; plan ~$1,364/mo after 68% keep · $13,706 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.3 mo [1.9-5.7], measured ONLY among the 47% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 13% Flat exit net (mid-life) -$3,012 Free roll-up +$8/wk Safest escape (by 14 Aug 2026) $129 @ 83% POP 80% survival Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.13/sh now → $3.63 mid-life (likely $3.05–$5.38) → ≈ $0 at expiry | you banked $0.62/sh, so a flat mid-life exit nets -$3.01/sh | roll rows are incremental, the banked premium stays yours 📊 Across 378 simulated challenges: the $108 strike is typically first touched on day 4 of 6, at $111 (overshoots $2.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ⚠ $108 is $40 below CC-SS $147.99: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.62 collected) or spot ≥ $108.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $108)); NOT the premium you collected. Momentum override: two daily closes above $106.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.49 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $147.99, where you are whole again, by expiry) Starting unrealized P&L: $-30,750 + Fortress recovery (un-capped): +$26,321 − CC assignment net of premium (10 × $108): -$39,366 Total Position P&L @ SS: $-43,795 ($-13,045 vs today) Do-nothing baseline at SS: $-4,409 (this trade vs do-nothing: $-39,386, the opportunity cost of earning $3,100/mo FIGHT income now) BB-reversion stress (→ $135.55 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$26,930, position total $-37,440 ($-6,690 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 10 × $105 | 24 Jul | 6d | 11.5% | 86% | 28% | +19pp | $960 | $4,800 | -$2,580 | $42,026 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $105 11.5% OTM over spot $94.16 24 Jul 2026 (6d, $0.99 mid) = $960 credit for the 6d cycle → $4,800/mo projected Survival (stays ≤ $105) 86% Breach risk 14% POP (stays ≤ $105.99) 88% EV / mo +$2,463 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +19pp 52% whole by 9mo vs 33% doing nothing FIRE DRILLS ~2.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $2,686/mo median; plan ~$1,826/mo after 68% keep · $17,656 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.4 mo [2.0-5.3], measured ONLY among the 52% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 20% Flat exit net (mid-life) -$2,510 Free roll-up +$7/wk Safest escape (by 14 Aug 2026) $131 @ 87% POP 85% survival Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.91/sh now → $3.47 mid-life (likely $3.35–$5.39) → ≈ $0 at expiry | you banked $0.96/sh, so a flat mid-life exit nets -$2.51/sh | roll rows are incremental, the banked premium stays yours 📊 Across 607 simulated challenges: the $105 strike is typically first touched on day 4 of 6, at $108 (overshoots $2.70). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ⚠ $105 is $43 below CC-SS $147.99: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.96 collected) or spot ≥ $105.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected. Momentum override: two daily closes above $106.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.49 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $147.99, where you are whole again, by expiry) Starting unrealized P&L: $-30,750 + Fortress recovery (un-capped): +$26,321 − CC assignment net of premium (10 × $105): -$42,026 Total Position P&L @ SS: $-46,455 ($-15,705 vs today) Do-nothing baseline at SS: $-4,409 (this trade vs do-nothing: $-42,046, the opportunity cost of earning $4,800/mo FIGHT income now) BB-reversion stress (→ $135.55 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$29,590, position total $-40,100 ($-9,350 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 9 × $101 | 24 Jul | 6d | 7.3% | 77% | 37% | +25pp | $1,476 | $7,380 | — | $40,812 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 9 × $101 7.3% OTM over spot $94.16 24 Jul 2026 (6d, $1.71 mid) = $1,476 credit for the 6d cycle → $7,380/mo projected Survival (stays ≤ $101) 77% Breach risk 23% POP (stays ≤ $102.72) 82% EV / mo +$2,858 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +25pp 56% whole by 9mo vs 31% doing nothing FIRE DRILLS ~3.9/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $3,351/mo median; plan ~$2,279/mo after 68% keep · $21,566 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.8 mo [2.0-5.5], measured ONLY among the 56% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 37% Flat exit net (mid-life) -$1,458 Free roll-up +$7/wk Safest escape (by 14 Aug 2026) $127 @ 88% POP 87% survival Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.61/sh now → $3.26 mid-life (likely $3.52–$5.61) → ≈ $0 at expiry | you banked $1.64/sh, so a flat mid-life exit nets -$1.62/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,097 simulated challenges: the $101 strike is typically first touched on day 3 of 6, at $104 (overshoots $2.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ⚠ $101 is $47 below CC-SS $147.99: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.64 collected) or spot ≥ $102.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $106.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.49 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $147.99, where you are whole again, by expiry) Starting unrealized P&L: $-30,750 + Fortress recovery (un-capped): +$26,321 − CC assignment net of premium (9 × $101): -$40,812 + Conservative CC premium (1 × $225): +$2 Total Position P&L @ SS: $-45,239 ($-14,489 vs today) Do-nothing baseline at SS: $-4,409 (this trade vs do-nothing: $-40,830, the opportunity cost of earning $7,380/mo FIGHT income now) BB-reversion stress (→ $135.55 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$29,619, position total $-40,127 ($-9,377 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 10 × $97 | 24 Jul | 6d | 3.0% | 63% | 77% | +34pp | $2,840 | $14,200 | +$6,820 | $48,146 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $97 3.0% OTM over spot $94.16 24 Jul 2026 (6d, $2.94 mid) = $2,840 credit for the 6d cycle → $14,200/mo projected Survival (stays ≤ $97) 63% Breach risk 37% POP (stays ≤ $99.94) 72% EV / mo +$2,613 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +34pp 67% whole by 9mo vs 34% doing nothing FIRE DRILLS ~6.8/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $4,603/mo median; plan ~$3,130/mo after 68% keep · $25,373 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.2 mo [2.0-5.0], measured ONLY among the 67% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 58% Flat exit net (mid-life) -$217 Free roll-up +$6/wk Safest escape (by 14 Aug 2026) $128 @ 92% POP 91% survival Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.32/sh now → $3.06 mid-life (likely $3.95–$5.95) → ≈ $0 at expiry | you banked $2.84/sh, so a flat mid-life exit nets -$0.22/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,731 simulated challenges: the $97 strike is typically first touched on day 2 of 6, at $100 (overshoots $2.79). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ⚠ $97 is $51 below CC-SS $147.99: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.71/sh (~25% of the $2.84 collected) or spot ≥ $99.94 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $97)); NOT the premium you collected. Momentum override: two daily closes above $106.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.49 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $147.99, where you are whole again, by expiry) Starting unrealized P&L: $-30,750 + Fortress recovery (un-capped): +$26,321 − CC assignment net of premium (10 × $97): -$48,146 Total Position P&L @ SS: $-52,575 ($-21,825 vs today) Do-nothing baseline at SS: $-4,409 (this trade vs do-nothing: $-48,166, the opportunity cost of earning $14,200/mo FIGHT income now) BB-reversion stress (→ $135.55 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$35,710, position total $-46,220 ($-15,470 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 41 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.
Fortress delta: 0.489 (IBKR) | Recovery@SS: +$26,321 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-4,409
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $101 | 6d | 24 Jul 2026 | $1.64 | 9/10 | $7,380 | $7,385 | 77% | 82% | +$2,858 | -$40,812 | 77.0% | $-45,239 (vs do-nothing $-40,830) |
| $100 | 6d | 24 Jul 2026 | $1.92 | 8/10 | $7,680 | $7,689 | 74% | 80% | +$2,846 | -$36,853 | 69.5% | $-41,278 (vs do-nothing $-36,869) |
| $102 | 13d | 31 Jul 2026 | $3.20 | 10/10 | $7,385 | $7,385 | 72% | 78% | +$1,973 | -$42,786 | 80.7% | $-47,215 (vs do-nothing $-42,806) |
| $101 | 13d | 31 Jul 2026 | $3.50 | 9/10 | $7,269 | $7,274 | 70% | 77% | +$1,849 | -$39,138 | 73.8% | $-43,565 (vs do-nothing $-39,156) |
| $99 | 6d | 24 Jul 2026 | $2.19 | 7/10 | $7,665 | $7,679 | 70% | 76% | +$1,779 | -$32,757 | 61.8% | $-37,180 (vs do-nothing $-32,771) |
| $98.50 | 6d | 24 Jul 2026 | $2.34 | 7/10 | $8,190 | $8,204 | 68% | 75% | +$1,798 | -$33,002 | 62.3% | $-37,425 (vs do-nothing $-33,016) |
| $100 | 13d | 31 Jul 2026 | $3.85 | 8/10 | $7,108 | $7,117 | 67% | 76% | +$1,754 | -$35,309 | 66.6% | $-39,734 (vs do-nothing $-35,325) |
| $101 | 20d | 7 Aug 2026 | $4.80 | 10/10 | $7,200 | $7,200 | 67% | 76% | +$1,561 | -$42,186 | 79.6% | $-46,615 (vs do-nothing $-42,206) |
| $98 | 6d | 24 Jul 2026 | $2.51 | 6/10 | $7,530 | $7,548 | 66% | 74% | +$1,590 | -$28,486 | 53.7% | $-32,907 (vs do-nothing $-28,498) |
| $100 | 20d | 7 Aug 2026 | $5.10 | 10/10 | $7,650 | $7,650 | 66% | 75% | +$1,531 | -$42,886 | 80.9% | $-47,315 (vs do-nothing $-42,906) |
| $99 | 13d | 31 Jul 2026 | $4.20 | 8/10 | $7,754 | $7,763 | 65% | 74% | +$1,815 | -$35,829 | 67.6% | $-40,254 (vs do-nothing $-35,845) |
| $97.50 | 6d | 24 Jul 2026 | $2.68 | 6/10 | $8,040 | $8,058 | 65% | 73% | +$1,609 | -$28,684 | 54.1% | $-33,105 (vs do-nothing $-28,696) |
| $98.50 | 13d | 31 Jul 2026 | $4.35 | 8/10 | $8,031 | $8,040 | 64% | 74% | +$1,780 | -$36,109 | 68.1% | $-40,534 (vs do-nothing $-36,125) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $99 | 20d | 7 Aug 2026 | $5.45 | 9/10 | $7,358 | $7,362 | 64% | 74% | +$1,389 | -$39,183 | 73.9% | $-43,610 (vs do-nothing $-39,201) |
| $99 | 27d | 14 Aug 2026 | $6.60 | 10/10 | $7,333 | $7,333 | 63% | 73% | +$1,288 | -$42,386 | 80.0% | $-46,815 (vs do-nothing $-42,406) |
| $98 | 13d | 31 Jul 2026 | $4.55 | 7/10 | $7,350 | $7,364 | 63% | 73% | +$1,596 | -$31,805 | 60.0% | $-36,228 (vs do-nothing $-31,819) |
| $97 | 6d | 24 Jul 2026 | $2.84 | 5/10 | $7,100 | $7,123 | 63% | 72% | +$1,306 | -$24,073 | 45.4% | $-28,492 (vs do-nothing $-24,083) |
| $98 | 20d | 7 Aug 2026 | $5.80 | 9/10 | $7,830 | $7,835 | 62% | 73% | +$1,371 | -$39,768 | 75.0% | $-44,195 (vs do-nothing $-39,786) |
| $97.50 | 13d | 31 Jul 2026 | $4.70 | 7/10 | $7,592 | $7,606 | 62% | 73% | +$1,542 | -$32,050 | 60.5% | $-36,473 (vs do-nothing $-32,064) |
| $98 | 27d | 14 Aug 2026 | $7.00 | 10/10 | $7,778 | $7,778 | 61% | 72% | +$1,319 | -$42,986 | 81.1% | $-47,415 (vs do-nothing $-43,006) |
| $96.50 | 6d | 24 Jul 2026 | $3.00 | 5/10 | $7,500 | $7,523 | 61% | 72% | +$1,246 | -$24,243 | 45.7% | $-28,662 (vs do-nothing $-24,253) |
| $97 | 13d | 31 Jul 2026 | $4.90 | 7/10 | $7,915 | $7,929 | 60% | 72% | +$1,556 | -$32,260 | 60.9% | $-36,683 (vs do-nothing $-32,274) |
| $97 | 20d | 7 Aug 2026 | $6.25 | 8/10 | $7,500 | $7,509 | 60% | 72% | +$1,296 | -$35,789 | 67.5% | $-40,214 (vs do-nothing $-35,805) |
| $97 | 27d | 14 Aug 2026 | $7.35 | 9/10 | $7,350 | $7,355 | 60% | 72% | +$1,146 | -$39,273 | 74.1% | $-43,700 (vs do-nothing $-39,291) |
| $96.50 | 13d | 31 Jul 2026 | $5.10 | 7/10 | $8,238 | $8,252 | 59% | 71% | +$1,558 | -$32,470 | 61.3% | $-36,893 (vs do-nothing $-32,484) |
| $96 | 6d | 24 Jul 2026 | $3.20 | 5/10 | $8,000 | $8,023 | 59% | 70% | +$1,260 | -$24,393 | 46.0% | $-28,812 (vs do-nothing $-24,403) |
| $96 | 13d | 31 Jul 2026 | $5.35 | 6/10 | $7,408 | $7,426 | 58% | 71% | +$1,395 | -$27,982 | 52.8% | $-32,403 (vs do-nothing $-27,994) |
| $96 | 27d | 14 Aug 2026 | $7.65 | 9/10 | $7,650 | $7,655 | 58% | 71% | +$1,034 | -$39,903 | 75.3% | $-44,330 (vs do-nothing $-39,921) |
| $96 | 20d | 7 Aug 2026 | $6.65 | 8/10 | $7,980 | $7,989 | 58% | 71% | +$1,284 | -$36,269 | 68.4% | $-40,694 (vs do-nothing $-36,285) |
| $95 | 27d | 14 Aug 2026 | $8.20 | 8/10 | $7,289 | $7,298 | 56% | 70% | +$1,023 | -$35,829 | 67.6% | $-40,254 (vs do-nothing $-35,845) |
| $95 | 20d | 7 Aug 2026 | $7.20 | 7/10 | $7,560 | $7,574 | 56% | 70% | +$1,246 | -$32,050 | 60.5% | $-36,473 (vs do-nothing $-32,064) |
| $95 | 13d | 31 Jul 2026 | $5.80 | 6/10 | $8,031 | $8,049 | 55% | 70% | +$1,413 | -$28,312 | 53.4% | $-32,733 (vs do-nothing $-28,324) |
| $95 | 6d | 24 Jul 2026 | $3.65 | 4/10 | $7,300 | $7,328 | 55% | 69% | +$1,065 | -$19,735 | 37.2% | $-24,151 (vs do-nothing $-19,743) |
| $94 | 27d | 14 Aug 2026 | $8.65 | 8/10 | $7,689 | $7,698 | 54% | 69% | +$1,020 | -$36,269 | 68.4% | $-40,694 (vs do-nothing $-36,285) |
| $94 | 20d | 7 Aug 2026 | $7.60 | 7/10 | $7,980 | $7,994 | 54% | 69% | +$1,186 | -$32,470 | 61.3% | $-36,893 (vs do-nothing $-32,484) |
| $94 | 13d | 31 Jul 2026 | $6.30 | 5/10 | $7,269 | $7,292 | 53% | 68% | +$1,213 | -$23,843 | 45.0% | $-28,262 (vs do-nothing $-23,853) |
| $93 | 27d | 14 Aug 2026 | $9.15 | 7/10 | $7,117 | $7,131 | 53% | 69% | +$913 | -$32,085 | 60.5% | $-36,508 (vs do-nothing $-32,099) |
| $94 | 6d | 24 Jul 2026 | $4.10 | 4/10 | $8,200 | $8,228 | 52% | 67% | +$1,033 | -$19,955 | 37.7% | $-24,371 (vs do-nothing $-19,963) |
| $93 | 20d | 7 Aug 2026 | $8.00 | 6/10 | $7,200 | $7,218 | 52% | 68% | +$942 | -$28,192 | 53.2% | $-32,613 (vs do-nothing $-28,204) |
| $93 | 13d | 31 Jul 2026 | $6.65 | 5/10 | $7,673 | $7,696 | 50% | 67% | +$1,037 | -$24,168 | 45.6% | $-28,587 (vs do-nothing $-24,178) |
| $93 | 6d | 24 Jul 2026 | $4.55 | 4/10 | $9,100 | $9,128 | 48% | 65% | +$910 | -$20,175 | 38.1% | $-24,591 (vs do-nothing $-20,183) |
Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 10 contracts at the conservative CC.